+30.3%
SO vs CRBG
+117.3%
-87.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -1.1% | +0.6% | -1.6% | -1.1% |
| 30D | -5.0% | +2.6% | -7.6% | -5.1% |
| 3M | -5.8% | +24.0% | -29.8% | -6.9% |
| 6M | -7.9% | +50.5% | -58.5% | -10.0% |
| YTD | +2.4% | +17.1% | -14.7% | +1.4% |
| 1Y | -2.3% | +5.9% | -8.1% | -2.7% |
| 3Y | +41.9% | +122.7% | -80.9% | +25.8% |
| All | +30.3% | +117.3% | -87.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling